My suspection is that you have not burp
him enough.
Most of the times when you burp him/her,
you will need to burp until you hear the
"burp sound".
The other thing is that you might want to try to lean him/her body slightly
during feeding
just to let the milk flow to their
stomach.
I still remember especially my first son
that we did not pat him hard enough at
the beginning, that the nurse just took
over and show us "how", believe
me, she pat him much harder then we
are that we almost feel unhappy, but it works.
So do not worry too much, keep burp him
well, sometimes, it might last 10-15
min.